Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49158.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43235.1 Kr¶

PnL: ---------------------------------------> -1640.48 Kr¶

DD now: ---------------------------------> -7.458 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 12:09:21.301468'

Anic Portfolio¶

Today¶

Return: -0.123 %¶

This Week¶

Return: -3.139 %¶

Total portfolio value¶

Return including deposits: 60.932 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.130000 1530.360000 107.360000 7.540000 1423.000014
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
Hennes & Mauritz B 6 0.430000 920.880000 8.880000 0.970000 912.000000
JM 7 2.480000 954.100000 4.100000 0.430000 950.000002
Atrium Ljungberg B 5 0.330000 906.500000 2.500000 0.280000 904.000000
Eastnine 6 -0.550000 651.600000 -5.400000 -0.820000 657.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
AcadeMedia 20 -0.330000 962.800000 -15.200000 -1.550000 978.000000
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
Biotage 1 -0.150000 132.800000 -16.200000 -10.870000 149.000000
ASSA ABLOY B 4 -1.290000 976.000000 -17.000000 -1.710000 993.000000
OX2 12 -0.130000 889.800000 -19.200000 -2.110000 909.000000
Vitrolife 3 -2.010000 645.000000 -32.000000 -4.730000 677.000001
Bufab 3 -1.360000 1044.000000 -32.000000 -2.970000 1076.000001
Investor B 3 -0.450000 625.950000 -32.050000 -4.870000 657.999999
Hoist Finance 36 -0.370000 977.400000 -33.600000 -3.320000 1010.999988
Creaspac SPAC 40 -0.420000 3800.000000 -34.000000 -0.890000 3834.000000
Sandvik 4 -1.120000 812.800000 -35.200000 -4.150000 848.000000
Latour B 4 -1.060000 820.800000 -35.200000 -4.110000 856.000000
Platzer Fastigheter Holding B 12 0.660000 915.600000 -35.400000 -3.720000 951.000000
Byggmax Group 33 -0.350000 931.260000 -35.740000 -3.700000 966.999990
Addnode Group B 7 -0.960000 864.500000 -40.500000 -4.480000 904.999998
Sagax B 4 -1.310000 844.400000 -40.600000 -4.590000 885.000000
Gränges 10 -2.060000 998.000000 -41.000000 -3.950000 1039.000000
Hexatronic Group 15 -1.120000 1029.600000 -41.400000 -3.870000 1071.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Vitec Software Group B 2 -1.300000 1062.000000 -42.000000 -3.800000 1104.000000
SKF B 5 -0.690000 938.000000 -42.000000 -4.290000 980.000000
Catena 2 -0.050000 762.400000 -43.600000 -5.410000 806.000000
Alimak Group 12 -2.320000 960.000000 -47.000000 -4.670000 1007.000004
EQT 4 -0.290000 825.200000 -47.800000 -5.480000 873.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.540000 882.400000 -74.600000 -7.800000 957.000000
Orrön Energy 170 -1.590000 1943.950000 -102.050000 -4.990000 2045.999980
Hexagon B 26 -1.400000 3291.600000 -128.400000 -3.750000 3420.000012
VEF 788 -0.270000 1763.540000 -139.460000 -7.330000 1903.000300
Sedana Medical 93 -0.800000 2540.760000 -442.820000 -14.840000 2983.577733
TOTAL 43235.100000 -1640.480000 -7.45827% 44875.578016

Updated:¶

'2023-06-22 12:09:39.119059'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶